Eddie Hebert cd3a63415c MAINT: Use pandas for volatility in risk metrics. ...

Continue on path of converting values stored inside of risk metrics
to use a DataFrame instead of storing multiple lists.

Also, the need for latest_dt in getting the current volatility for
the sharpe calculation, shows that we need to set the lastest_dt at
the beginning of the update loop.

2013-09-25 11:25:57 -04:00

..

data

STY: autopep8 codebase.

2013-08-08 16:46:44 -04:00

examples

STY: autopep8 codebase.

2013-08-08 16:46:44 -04:00

finance

MAINT: Use pandas for volatility in risk metrics.

2013-09-25 11:25:57 -04:00

gens

BUG: Prevent unintended keys from appearing in data bar.

2013-08-01 22:41:58 -04:00

sources

MAINT: Use up-to-date field names in test_source

2013-05-05 11:09:59 -04:00

transforms

MAINT: Change shape of supplemental data to match batch data.

2013-09-16 11:51:22 -04:00

utils

ENH: Add support for asynchronous commission events.

2013-08-26 14:18:32 -04:00

__init__.py

REL: Add license to module init file.

2013-08-19 15:19:15 -04:00

algorithm.py

ENH: New order methods.

2013-08-08 15:54:59 -04:00

errors.py

BUG: TransactionVolumeExceedsOrder was referenced but not defined

2013-08-08 13:21:16 -04:00

protocol.py

ENH: Add support for asynchronous commission events.

2013-08-26 14:18:32 -04:00

test_algorithms.py

STY: autopep8 codebase.

2013-08-08 16:46:44 -04:00

version.py

Adds Apache 2.0 license header to source files.

2012-10-08 17:32:41 -04:00